Risk Measurement with Spectral Capital Allocation
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Publication:3542254
DOI10.1007/978-3-540-69179-2_7zbMath1258.91109OpenAlexW39567135MaRDI QIDQ3542254
Maria Sokolova, Ludger Overbeck
Publication date: 1 December 2008
Published in: Applied Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-69179-2_7
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